BondOASTM - Accuracy You Can Count On

Selected Bond     
FEDERAL FARM CREDIT BANKS 2.97's due 09/18/2025
Issued 09/18/2015
Callable at 100.000 on 09/18/2018 (AMERICAN)
Pmt Frequency
Semiannual
Amt Outstanding
20,000,000
Terms From:
Choose Benchmark Yield Curve & Interest Rate Volatility
Treasury (%)
3-mth
0.490
6-mth
0.618
2-yr
1.119
3-yr
1.395
5-yr
1.844
7-yr
2.193
10-yr
2.387
30-yr
3.039
Rates From:
LIBOR Swap (%)
3-mth
0.934
6-mth
1.289
2-yr
1.298
3-yr
1.498
5-yr
1.795
7-yr
2.002
10-yr
2.196
30-yr
2.478
Volatility %  
Price or OAS?
Price
OAS
 
Do the Magic!
Results
Valuation
Price
        
OAS (bps)
        
Accrued Int.
        
YTM
        
YTC
        
YTW
        
WAM
        
Sprd. to Treas. (bps)
        
Risk Measures Duration Convexity DV 01     Duration Convexity DV 01
Effective                              Modified                           

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